Regression
Why Relu? Tips for using Relu. Comparison between Relu, Leaky Relu, and Relu-6.
A neural network without an activation function is essentially just a linear regression model. The activation function does the non-linear transformation to the input making it capable to learn and perform more complex tasks. Today we will be discussing the most commonly used activation function in the neural networks that is Relu. Relu stands for Rectified Linear Unit. A(x) max(0,x), where x is the output of hidden layer. The ReLu function is as shown above.
Machine Learning Prediction of Mortality and Hospitalization in Heart Failure with Preserved Ejection Fraction
Objectives This study sought to develop models for predicting mortality and heart failure (HF) hospitalization for outpatients with HF with preserved ejection fraction (HFpEF) in the TOPCAT (Treatment of Preserved Cardiac Function Heart Failure with an Aldosterone Antagonist) trial. Background Although risk assessment models are available for patients with HF with reduced ejection fraction, few have assessed the risks of death and hospitalization in patients with HFpEF. Methods The following 5 methods: logistic regression with a forward selection of variables; logistic regression with a lasso regularization for variable selection; random forest (RF); gradient descent boosting; and support vector machine, were used to train models for assessing risks of mortality and HF hospitalization through 3 years of follow-up and were validated using 5-fold cross-validation. Model discrimination and calibration were estimated using receiver-operating characteristic curves and Brier scores, respectively. The top prediction variables were assessed by using the best performing models, using the incremental improvement of each variable in 5-fold cross-validation. Results The RF was the best performing model with a mean C-statistic of 0.72 (95% confidence interval [CI]: 0.69 to 0.75) for predicting mortality (Brier score: 0.17), and 0.76 (95% CI: 0.71 to 0.81) for HF hospitalization (Brier score: 0.19). Blood urea nitrogen levels, body mass index, and Kansas City Cardiomyopathy Questionnaire (KCCQ) subscale scores were strongly associated with mortality, whereas hemoglobin level, blood urea nitrogen, time since previous HF hospitalization, and KCCQ scores were the most significant predictors of HF hospitalization. Conclusions These models predict the risks of mortality and HF hospitalization in patients with HFpEF and emphasize the importance of health status data in determining prognosis.
Bayesian Linear Regression in Python: Using Machine Learning to Predict Student Grades Part 2
For details about this plot and the meaning of all the variables check out part one and the notebook. Now, let's move on to implementing Bayesian Linear Regression in Python. Let's briefly recap Frequentist and Bayesian linear regression. Where the response, y, is generated from the model parameters, ฮฒ, times the input matrix, X, plus error due to random sampling noise or latent variables. In the ordinary least squares (OLS) method, the model parameters, ฮฒ, are calculated by finding the parameters which minimize the sum of squared errors on the training data.
Tensor Regression Using Low-rank and Sparse Tucker Decompositions
Ahmed, Talal, Raja, Haroon, Bajwa, Waheed U.
This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in $\mathbb{R}^{n_1 \times n_2 \times \cdots \times n_d}$. This work focuses on the task of estimating the regression tensor from $m$ realizations of the response variable and the predictors where $m\ll n = \prod \nolimits_{i} n_i$. Despite the ill-posedness of this estimation problem, it can still be solved if the parameter tensor belongs to the space of sparse, low Tucker-rank tensors. Accordingly, the estimation procedure is posed as a non-convex optimization program over the space of sparse, low Tucker-rank tensors, and a tensor variant of projected gradient descent is proposed to solve the resulting non-convex problem. In addition, mathematical guarantees are provided that establish the proposed method converges to the correct solution under the right set of conditions. Further, an upper bound on sample complexity of tensor parameter estimation for the model under consideration is characterized for the special case when the individual (scalar) predictors independently draw values from a sub-Gaussian distribution. The sample complexity bound is shown to have a polylogarithmic dependence on $\bar{n} = \max \big\{n_i: i\in \{1,2,\ldots,d \} \big\}$ and, orderwise, it matches the bound one can obtain from a heuristic parameter counting argument. Finally, numerical experiments demonstrate the efficacy of the proposed tensor model and estimation method on a synthetic dataset and a neuroimaging dataset pertaining to attention deficit hyperactivity disorder. Specifically, the proposed method exhibits better sample complexities on both synthetic and real datasets, demonstrating the usefulness of the model and the method in settings where $n \gg m$.
Missing Features Reconstruction and Its Impact on Classification Accuracy
Friedjungovรก, Magda, Vaลกata, Daniel, Jiลina, Marcel
In real-world applications, we can encounter situations when a well-trained model has to be used to predict from a damaged dataset. The damage caused by missing or corrupted values can be either on the level of individual instances or on the level of entire features. Both situations have a negative impact on the usability of the model on such a dataset. This paper focuses on the scenario where entire features are missing which can be understood as a specific case of transfer learning. Our aim is to experimentally research the influence of various imputation methods on the performance of several classification models. The imputation impact is researched on a combination of traditional methods such as k-NN, linear regression, and MICE compared to modern imputation methods such as multi-layer perceptron (MLP) and gradient boosted trees (XGBT). For linear regression, MLP, and XGBT we also propose two approaches to using them for multiple features imputation. The experiments were performed on both real world and artificial datasets with continuous features where different numbers of features, varying from one feature to 50%, were missing. The results show that MICE and linear regression are generally good imputers regardless of the conditions. On the other hand, the performance of MLP and XGBT is strongly dataset dependent. Their performance is the best in some cases, but more often they perform worse than MICE or linear regression.
Implement Linear Regression on Boston Housing Dataset by PyTorch
This article aims to share with you some methods to implement linear regression on a real dataset, which includes data including, data analysis, datasets split and regression construction itself. To learn PyTorchwell, I'd demonstrate regression by PyTorchand show you the charm of PyTorchin forward and backward. This story has a hypothesis that all the readers have been familiar with the principle of linear regression. Readers should understand the meaning and solution methods of W and b of the equation Y XW b. To have a better experience, it's better to understand the gradient descent method that can be used to solve the problem and understand the MSE used to evaluate the regression performance.
Model Parameters and Hyperparameters in Machine Learning -- What is the difference?
For example, suppose you want to build a simple linear regression model using an m-dimensional training data set. If the model uses the gradient descent algorithm to minimize the objective function in order to determine the weights w_0, w_1, w_2, โฆ,w_m, then we can have an optimizer such as GradientDescent(eta, n_iter). Here eta (learning rate) and n_iter (number of iterations) are the hyperparameters that would have to be adjusted in order to obtain the best values for the model parameters w_0, w_1, w_2, โฆ,w_m. For more information about this, see the following example: Machine Learning: Python Linear Regression Estimator Using Gradient Descent. Here, n_iter is the number of iterations, eta0 is the learning rate, and random_state is the seed of the pseudo random number generator to use when shuffling the data.
Linear Regression โ Analytics Hub
We live in a world in which machine learning is at the core of the fourth industrial revolution. Linear regression is one of the simplest and most widely used machine learning techniques. There are a plethora of practical applications of linear regression. For example, obesity can be used to predict the chances of developing type 2 diabetes. Or, a student's GPA can be predicted based on the number of hours he/she spends studying.
Privacy-Preserving Generalized Linear Models using Distributed Block Coordinate Descent
van Kesteren, Erik-Jan, Sun, Chang, Oberski, Daniel L., Dumontier, Michel, Ippel, Lianne
Combining data from varied sources has considerable potential for knowledge discovery: collaborating data parties can mine data in an expanded feature space, allowing them to explore a larger range of scientific questions. However, data sharing among different parties is highly restricted by legal conditions, ethical concerns, and / or data volume. Fueled by these concerns, the fields of cryptography and distributed learning have made great progress towards privacy-preserving and distributed data mining. However, practical implementations have been hampered by the limited scope or computational complexity of these methods. In this paper, we greatly extend the range of analyses available for vertically partitioned data, i.e., data collected by separate parties with different features on the same subjects. To this end, we present a novel approach for privacy-preserving generalized linear models, a fundamental and powerful framework underlying many prediction and classification procedures. We base our method on a distributed block coordinate descent algorithm to obtain parameter estimates, and we develop an extension to compute accurate standard errors without additional communication cost. We critically evaluate the information transfer for semi-honest collaborators and show that our protocol is secure against data reconstruction. Through both simulated and real-world examples we illustrate the functionality of our proposed algorithm. Without leaking information, our method performs as well on vertically partitioned data as existing methods on combined data -- all within mere minutes of computation time. We conclude that our method is a viable approach for vertically partitioned data analysis with a wide range of real-world applications.